Program Chairs
Caio Almeida, Princeton University
Jia Li, Singapore Management University
Local Organizers
Jia Chen, University of Macau
Yi Ding, University of Macau
Degui Li, University of Macau
Zhi Liu, University of Macau
Ziwei Mei, University of Macau
Yubo Tao, University of Macau
Jun Yu, University of Macau
Xinghua Zheng, Hongkong University of Science and Technology
Yang Zu, University of Macau
Program Committee
Caio Almeida, Princeton University
Torben Andersen, Northwestern University
Heather Anderson, Monash University
David Ardia, HEC Montréal
Federico Bandi, Johns Hopkins University
Luca Benzoni, Federal Reserve Bank of Chicago
Tim Bollerslev, Duke University
Oleg Bondarenko, University of Illinois, Chicago
Christian Brownlees, UPF
Svetlana Bryzgolova, London Business School
Marine Carrasco, University of Montreal
Dachuan Chen, School of Economics, Singapore Management University
Carsten Chong, HKUST
Timothy Christensen, University College London
Kim Christensen, Aarhus University
Riccardo Colacito, University of North Carolina, Chapel Hill
Valentina Corradi, University of Surrey
Veronika Czellar, EDHEC Business School
Yi Ding, University of Macau
Dobrislav Dobrev, Federal Reserve Board
Jianqing Fan, Princeton University
Marcelo Fernandes, Sao Paulo School of Economics
Christian Francq, CREST, ENSAE, Institut Polytechnique de Paris
Gustavo Freire, Erasmus School of Economics, Erasmus University Rotterdam
René Garcia, University of Montreal
Eric Ghysels, The University of North Carolina at Chapel Hill
Silvia Gonçalves, McGill University
Nikolay Gospodinov, Federal Reserve Bank of Atlanta
Elise Gourier, ESSEC Business School
Massimo Guidolin, Università Bocconi
Peter Hansen, The University of North Carolina at Chapel Hill
Nikolaus Hautsch, University of Vienna
Rodrigo Hizemerri, University of Liverpool Management School
Yongmiao Hong, University of Chinese Academy of Sciences
Christian Julliard, London School of Economics
Ilze Kalnina, North Carolina State University
Raymond Kan, University of Toronto, Rotman
Caio Almeida, Princeton University
Torben Andersen, Northwestern University
Heather Anderson, Monash University
David Ardia, HEC Montréal
Federico Bandi, Johns Hopkins University
Luca Benzoni, Federal Reserve Bank of Chicago
Tim Bollerslev, Duke University
Oleg Bondarenko, University of Illinois, Chicago
Christian Brownlees, UPF
Svetlana Bryzgolova, London Business School
Marine Carrasco, University of Montreal
Dachuan Chen, School of Economics, Singapore Management University
Carsten Chong, HKUST
Timothy Christensen, University College London
Kim Christensen, Aarhus University
Riccardo Colacito, University of North Carolina, Chapel Hill
Valentina Corradi, University of Surrey
Veronika Czellar, EDHEC Business School
Yi Ding, University of Macau
Dobrislav Dobrev, Federal Reserve Board
Jianqing Fan, Princeton University
Marcelo Fernandes, Sao Paulo School of Economics
Christian Francq, CREST, ENSAE, Institut Polytechnique de Paris
Gustavo Freire, Erasmus School of Economics, Erasmus University Rotterdam
René Garcia, University of Montreal
Eric Ghysels, The University of North Carolina at Chapel Hill
Silvia Gonçalves, McGill University
Nikolay Gospodinov, Federal Reserve Bank of Atlanta
Elise Gourier, ESSEC Business School
Massimo Guidolin, Università Bocconi
Peter Hansen, The University of North Carolina at Chapel Hill
Nikolaus Hautsch, University of Vienna
Rodrigo Hizemerri, University of Liverpool Management School
Yongmiao Hong, University of Chinese Academy of Sciences
Christian Julliard, London School of Economics
Ilze Kalnina, North Carolina State University
Raymond Kan, University of Toronto, Rotman
Bryan Kelly, Yale University
Frank Kleibergen, University of Amsterdam
Sébastien Laurent, Aix-Marseille Université
Suzanne Lee, Georgia Tech Scheller College of Business
Chenxu Li, Guanghua School of Management, Peking University
Yingying Li, The Hong Kong University of Science and Technology
Oliver Linton, University of Cambridge
Robin L. Lumsdaine, American University
Loriano Mancini, University of Lugano
Marcelo Medeiros, Pontifical Catholic University of Rio de Janeiro
Per Mykland, University of Chicago
Donghwan Oh, Federal Reserve Board
Andrew Patton, Duke University
Markus Pelger, Stanford University
Benoit Perron, Université de Montreal
Alberto Plazzi, USI Lugano
Seth Pruitt, Arizona State University
Roberto Renò, ESSEC
Jereon Rombouts, ESSEC
Paolo Santucci, Luiss University
Olivier Scaillet, GFRI
Paul Schneider, U. of Lugano & Swiss Finance Institute
Shuping Shi, Macquarie University
Zhentao Shi, The Chinese University of Hong Kong
Stephen Thiele, Queensland University of Technology
Viktor Todorov, Northwestern University
Fabio Trojani, University of Geneva and Swiss Finance Institute
Rossen Valkanov, University of California, San Diego
Andrea Vedolin, Boston University
Bas Werker, Tilburg University
Michael Wolf, University of Zurich
Dacheng Xiu, University of Chicago
Paolo Zaffaroni, Imperial College London
Jean-Michel Zakoian, CREST
Lan Zhang, University of Illinois Chicago
Xinghua Zheng, The Hong Kong University of Science and Technology
Goufu Zhou, Olin Business School, Washington University
